Related papers: Dynamical Loop Equation
Coarse-grained Langevin-type effective field equations are derived for classical systems of particles. These equations include the effects of thermal fluctuation and dissipation which may arise from coupling to an external bath, as in the…
We introduce and study a class of discrete particle ensembles that naturally arise in connection with classical random matrix ensembles, log-gases and Jack polynomials. Under technical assumptions on a general analytic potential we prove…
We consider a general framework for multi-type interacting particle systems on graphs, where particles move one at a time by random walk steps, different types may have different speeds, and may interact, possibly randomly, when they meet.…
We propose and discuss a new approach to the analysis of the correlation functions which contain light-like Wilson lines or loops, the latter being cusped in addition. The objects of interest are therefore the light-like Wilson…
We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known to converge weakly to a deterministic measure-valued process…
We show that if an interlacing particle system in a two-dimensional lattice is a determinantal point process, and the correlation kernel can be expressed as a double integral with certain technical assumptions, then the moments of the…
Conjecture II.3.6 of Spohn in [Spohn '91] and Lecture 7 of Jensen-Yau in [Jensen-Yau '99] ask for a general derivation of universal fluctuations of hydrodynamic limits in large-scale stochastic interacting particle systems. However, the…
We investigate Schwinger-Dyson equations for correlators of Wilson line operators in non-commutative gauge theories. We point out that, unlike what happens for closed Wilson loops, the joining term survives in the planar equations. This…
We show a finite-time large deviation principle (LDP) for "Dyson type" diffusion processes, including Dyson Brownian motion on the circle, for a fixed number of particles as the coupling parameter $\beta=8/\kappa$ tends to $\infty$. We also…
Using a connection between the $q$-oscillator algebra and the coefficients of the high temperature expansion of the frustrated Gaussian spin model, we derive an exact formula for the number of closed random walks of given length and area,…
We study a general class of log-gas ensembles on (shifted) quadratic lattices. We prove that the corresponding empirical measures satisfy a law of large numbers and that their global fluctuations are Gaussian with a universal covariance. We…
We study large fluctuations of the current in a Dyson gas, a 1D system of particles interacting through a logarithmic potential and subjected to random noise. We adapt the macroscopic fluctuation theory to the Dyson gas and derive two…
We introduce and study stochastic $N$-particle ensembles which are discretizations for general-$\beta$ log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, $(z,w)$-measures, etc. We…
We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…
We present a new approach to the dynamics of interacting particles with reaction and diffusion. Starting from the underlying discrete stochastic jump process we derive a general field theory describing the dynamics of the density field,…
We examine the nonequilibrium dynamics of a self-interacting $\lambda\phi^4$ scalar field theory. Using a real time formulation of finite temperature field theory we derive, up to two loops and $O(\lambda^2)$, the effective equation of…
Two families of stochastic interacting particle systems, the interacting Brownian motions and Bessel processes, are defined as extensions of Dyson's Brownian motion models and the eigenvalue processes of the Wishart and Laguerre processes…
The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…
Computing analytically the $n$-point density correlations in systems of interacting particles is a long-standing problem of statistical physics, with a broad range of applications, from the interpretation of scattering experiments in simple…
We consider a system consisting of a planar random walk on a square lattice, submitted to stochastic elementary local deformations. Depending on the deformation transition rates, and specifically on a parameter $\eta$ which breaks the…